I'm tempted to say "that's just the way it is". In order to give a reason for this, we need to somehow model electromagnetism on something more fundamental, and then derive the equations. But, electromagnetism is treated as a fundamental force, so the laws are just that way.

The electric and magnetic fields of two particles overlap and add together. The energy in the field goes something like
[itex]\frac{\mathbf{E}^2 + \mathbf{B}^2}{8\pi}[/itex]
Since this is quadratic in field amplitude, when you bring two fields together, the energy in the field is more than the sum of the energies apart. But if you cancel out the fields, the energy decreases. Unlike charges will cancel out the fields, so it reduces the energy.

Systems try to go toward thermal equilibrium, which usually means toward minimum energy, since the ambient temperature is pretty small.